Composer · investment strategy
by Composer Technologies · via Composer
A daily, semiconductor‑only, mean‑reversion strategy: buy 3x bull SOXL when it’s oversold; else buy 3x bear SOXS when it’s oversold; otherwise hold SMH (unlevered chip ETF).
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
1 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
100.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
2 of 3 funds in its are : SOXL, SOXS
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Each day it checks a 10‑day RSI (a 0–100 gauge of recent moves; below 30 ≈ “fallen hard”).<br>SOXL = 3x long chip stocks (e.g., Nvidia, AMD, TSMC). SOXS = 3x short the same stocks.<br>If SOXL’s RSI < 30, buy SOXL (rebound bet). Else if SOXS’s RSI < 30, buy SOXS (pullback bet). Otherwise hold SMH, a regular semiconductor ETF. Rebalances daily.
A daily, semiconductor‑only, mean‑reversion strategy: buy 3x bull SOXL when it’s oversold; else buy 3x bear SOXS when it’s oversold; otherwise hold SMH (unlevered chip ETF).
Out-of-sample edge: ~32.1% annualized return vs ~24.5% for SPY, with Calmar ~0.42. A rules-based semiconductors mean-reversion strategy uses leveraged bets on oversold chips and SMH as ballast, targeting higher upside with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.8M | 2026-10-19 | |
| Backtest regulatory fees | $4,488 | 2026-10-19 | |
| Backtest slippage cost | $38k | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, long/short, mean reversion, semiconductors, tactical | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 10 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "SMH", "SOXL", "SOXS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.99 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,727 | 2026-10-19 | |
| Out-of-sample length | 401 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 41.88% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 18k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.07% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.82% | ||
| Return, trailing 1 day (out-of-sample) | -12.74% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 14.57% | ||
| Return, trailing 1 week (out-of-sample) | -14.74% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -4.62% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 45.41% | ||
| Return, trailing 2 weeks (out-of-sample) | -16.60% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 26.27% | ||
| SPY annualized return over the backtest window (backtest) | 15.07% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.55 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.42 | ||
| Maximum drawdown, backtest period (backtest) | -76.54% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -76.54% | ||
| Sharpe ratio, backtest period (backtest) | 0.95 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | ||
| Sortino ratio, backtest period (backtest) | 1.54 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 48.92% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 87.77% |
| Annualized turnover, backtest period (backtest) | 30.22 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.79 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.56% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.11% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
